Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244089.4856 | 1169081.7128 | 75007.7728 | 49100.0009 | 10580.276 | 38519.7249 |
Total P&L (%) | 1244.0895 | 1169.0817 | 75.0078 | 49.1 | 10.5803 | 38.5197 |
Avg Daily Profit (%) | 0.5208 | 0.4894 | 0.0314 | 0.0167 | 0.0042 | 0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201583 | -152288 | -94233 | -954928 | -709412 | -264682 |
Profit Factor | 2.8473 | 4.0375 | 1.2599 | 1.0324 | 1.01 | 1.083 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 50.8772 | 41.3793 | 60.7143 | 50.8772 | 41.3793 | 60.7143 |
Ratio Avg Win / Avg Loss | 2.7491 | 5.7198 | 0.8152 | 0.9968 | 1.4309 | 0.7008 |
Largest Winning Trade | 1018128 | 1018128 | 60384 | 524320 | 524320 | 191607 |
Largest Losing Trade | -69766 | -66173 | -69766 | -452199 | -452199 | -155139 |
Avg Bars in Trades | 162 | 164 | 159 | 162 | 164 | 159 |
Avg Bars in Winners | 205 | 262 | 165 | 205 | 262 | 165 |
Avg Bars in Losers | 116 | 94 | 151 | 116 | 94 | 151 |
Bars Traded | 9238 | 4765 | 4473 | 9238 | 4765 | 4473 |
Profit Streak | 0 | 0 | 373.2945 | 0 | 0 | 373.2945 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163170 | 510943 | -171092 | -537916 | -547808 | -326148 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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